CME Euro FX (E) Future December 2022


Trading Metrics calculated at close of trading on 18-Nov-2021
Day Change Summary
Previous Current
17-Nov-2021 18-Nov-2021 Change Change % Previous Week
Open 1.1439 1.1453 0.0014 0.1% 1.1709
High 1.1439 1.1493 0.0054 0.5% 1.1713
Low 1.1416 1.1453 0.0037 0.3% 1.1566
Close 1.1437 1.1493 0.0056 0.5% 1.1568
Range 0.0023 0.0040 0.0017 73.9% 0.0147
ATR 0.0043 0.0044 0.0001 2.0% 0.0000
Volume 64 29 -35 -54.7% 363
Daily Pivots for day following 18-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.1599 1.1586 1.1515
R3 1.1559 1.1546 1.1504
R2 1.1519 1.1519 1.1500
R1 1.1506 1.1506 1.1496 1.1513
PP 1.1479 1.1479 1.1479 1.1483
S1 1.1466 1.1466 1.1489 1.1473
S2 1.1439 1.1439 1.1485
S3 1.1399 1.1426 1.1482
S4 1.1359 1.1386 1.1471
Weekly Pivots for week ending 12-Nov-2021
Classic Woodie Camarilla DeMark
R4 1.2056 1.1959 1.1649
R3 1.1909 1.1812 1.1608
R2 1.1762 1.1762 1.1595
R1 1.1665 1.1665 1.1581 1.1640
PP 1.1615 1.1615 1.1615 1.1603
S1 1.1518 1.1518 1.1555 1.1493
S2 1.1468 1.1468 1.1541
S3 1.1321 1.1371 1.1528
S4 1.1174 1.1224 1.1487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1583 1.1416 0.0167 1.5% 0.0042 0.4% 46% False False 125
10 1.1713 1.1416 0.0297 2.6% 0.0037 0.3% 26% False False 71
20 1.1809 1.1416 0.0393 3.4% 0.0025 0.2% 19% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1663
2.618 1.1597
1.618 1.1557
1.000 1.1533
0.618 1.1517
HIGH 1.1493
0.618 1.1477
0.500 1.1473
0.382 1.1468
LOW 1.1453
0.618 1.1428
1.000 1.1413
1.618 1.1388
2.618 1.1348
4.250 1.1283
Fisher Pivots for day following 18-Nov-2021
Pivot 1 day 3 day
R1 1.1486 1.1481
PP 1.1479 1.1470
S1 1.1473 1.1458

These figures are updated between 7pm and 10pm EST after a trading day.

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